Автор: Glasserman Название: Monte Carlo Methods in Financial Engineering ISBN: 0387004513 ISBN-13(EAN): 9780387004518 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not."
Автор: Monique Jeanblanc, Marc Yor, Marc Chesney Название: Mathematical Methods for Financial Markets ISBN: 1852333766 ISBN-13(EAN): 9781852333768 Издательство: Springer Рейтинг: Цена: 8804.00 р. 12577.00-30% Наличие на складе: Есть (1 шт.) Описание: Presents stochastic processes of common use in mathematical finance. This book consists of eleven chapters, interlacing on the one hand financial concepts and instruments, Brownian motion, diffusion processes, Levy processes, together with the basic properties of these processes. It deals with continuous path processes and discontinuous processes.
Автор: Valdez Stephen Название: An Introduction to Global Financial Markets ISBN: 1137497556 ISBN-13(EAN): 9781137497550 Издательство: Springer Рейтинг: Цена: 8524.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible but comprehensive guide to the world of finance and financial markets. Taking an international approach, the authors examine the different types of banking and markets around the world, and cover foreign exchange and derivative products. This edition is right up to date and incorporates recent events and developments in finance.
Описание: A review of the international financial markets. It offers the financial services professional, a comprehensive analysis of the financial markets and the financial services industry. It also includes a review of effective strategies and forecasts the trends that represent potential opportunities for investors.
Описание: Understandingtwenty-first century global financial integration requires a two-part background.The Handbook of Key Global Financial Markets, Institutions, and Infrastructure begins its description ofhow we created a financially-intergrated worldbyfirst examining the history of financial globalization, from Roman practices and Ottoman finance to Chinese standards, the beginnings of corporate practices, and the advent ofefforts to safeguard financial stability. It thendescribesthearchitectureitself by analyzingits parts, such as markets, institutions, and infrastructure. The contributions ofsovereign funds, auditing regulation, loan markets, property rights, compensation practices, Islamic finance, and others to the global architecture are closely examined.For those seeking substantial, authoritative descriptions and summaries,this volume will replace books, journals, and other information sources with a single, easy-to-use reference work.
Автор: Campbell, John W. Название: The econometrics of financial markets ISBN: 0691043019 ISBN-13(EAN): 9780691043012 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers the spectrum of empirical finance, including the predictability of asset returns, tests of the Random Walk Hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, and the term structure of interest rates, dynamic models of economic equilibrium.
Автор: Franke Название: Statistics of Financial Markets, 3 ed. ISBN: 3642165206 ISBN-13(EAN): 9783642165207 Издательство: Springer Рейтинг: Цена: 10475.00 р. Наличие на складе: Поставка под заказ.
Описание: Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical application in finance. The reader will learn the basic methods of evaluating option contracts, analysing financial time series, selecting portfolios and managing risks making realistic assumptions of the market behaviour. The focus is both on the fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, thus making the book the ideal basis for lecturers, seminars and crash courses on the topic. For the third edition the book has been updated and extensively revised. Several new aspects have been included: new chapters on long memory models, copulae and CDO valuation.Practical exercises have been added, the solutions of which are provided in the book by S. Borak, W. H?rdle and B. Lopez Cabrera (2010) ISBN 978-3-642-11133-4.“Both R and Matlab Code, together with the data, can be downloaded by clicking on the Additional Information tab labeled “R and Matlab Code,” which you will find on the right-hand side of the webpage.”
Автор: Lai, Tze Leung Xing, Haipeng Название: Statistical models and methods for financial markets ISBN: 1441926682 ISBN-13(EAN): 9781441926685 Издательство: Springer Рейтинг: Цена: 10335.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.
Автор: David Hillier,Mark Grinblatt Название: Financial Markets and Corporate Strategy 2 ed. ISBN: 0077129423 ISBN-13(EAN): 9780077129422 Издательство: McGraw-Hill Рейтинг: Цена: 10637.00 р. Наличие на складе: Поставка под заказ.
Описание: Financial Markets and Corporate Strategy
Автор: Jong, Frank De Rindi, Barbara Название: Microstructure of financial markets ISBN: 0521687276 ISBN-13(EAN): 9780521687270 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The first graduate level textbook to cover the theory and empirics of the emerging sub-discipline of financial market microstructure. With numerous end-of-chapter exercises and a companion website, the book is ideally suited for students taking graduate courses in finance as well as being a useful reference for practitioners.
Автор: Cont, Tankov Название: Financial modelling with jump processes ISBN: 1584884134 ISBN-13(EAN): 9781584884132 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models.
